Access Statistics for Cesare Robotti

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the estimation of asset pricing models using simple regression betas 0 0 0 74 0 3 10 191
Analytical solution for the constrained Hansen-Jagannathan distance under multivariate ellipticity 0 0 0 12 1 5 10 63
Asset-pricing models and economic risk premia: a decomposition 0 0 0 160 0 5 9 930
Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models 0 0 0 25 0 2 12 75
Chi-squared tests for evaluation and comparison of asset pricing models 0 0 0 21 0 0 17 132
Dynamic strategies, asset pricing models, and the out-of-sample performance of the tangency portfolio 0 0 0 242 0 5 13 1,243
Further results on the limiting distribution of GMM sample moment conditions 0 0 0 34 0 1 14 104
Mimicking portfolios, economic risk premia, and tests of multi-beta models 0 0 0 151 0 1 13 449
Minimum-Variance Kernels and Economic Risk Premia 0 0 0 167 0 6 14 739
Minimum-variance kernels, economic risk premia, and tests of multi-beta models 0 0 0 156 0 1 6 570
Misspecification-robust inference in linear asset pricing models with irrelevant risk factors 0 0 0 36 0 5 19 125
Model comparison using the Hansen-Jagannathan distance 0 0 0 118 0 3 15 351
On the Hansen-Jagannathan distance with a no-arbitrage constraint 0 0 0 33 0 3 13 168
Playing the field: Geomagnetic storms and international stock markets 0 1 1 310 120 148 213 1,369
Pricing model performance and the two-pass cross-sectional regression methodology 0 0 1 154 1 8 23 612
Robust inference in linear asset pricing models 0 0 0 35 0 3 8 74
Specification tests of asset pricing models using excess returns 0 0 0 113 3 5 17 465
Spurious Inference in Unidentified Asset-Pricing Models 0 0 0 0 0 2 6 73
The exact distribution of the Hansen-Jagannathan bound 0 0 0 75 0 3 6 294
The price of inflation and foreign exchange risk in international equity markets 0 0 0 233 0 3 12 1,009
Too Good to Be True? Fallacies in Evaluating Risk Factor Models 0 0 0 21 0 0 13 75
Total Working Papers 0 1 2 2,170 125 212 463 9,111

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset returns and economic risk 0 0 0 45 0 3 7 174
Financial market frictions 0 0 0 117 1 1 11 370
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models 0 0 1 81 3 8 19 228
Model Comparison Using the Hansen-Jagannathan Distance 0 0 0 54 0 4 21 196
Specification tests of asset pricing models using excess returns 0 0 0 63 0 2 9 265
The news in financial asset returns 0 0 0 6 1 2 6 201
Total Journal Articles 0 0 1 366 5 20 73 1,434

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Statistics updated 2026-06-04